Possible solutions of your questions

Hello. server settings have not changed. when you have stopped working metric, that you have changed on the website and where you can see the problem?

this error only on one page?

as you can see the problem. describe poshagovo us there are sites with Yandex metric. that desired to do to see the problem

we check the issue on our website on the same server

http://help.yandex.ua/metrika/qanda/webvisor-qanda.xml

in Yandex care about X-Frame-Options provided:

For correct playback of visits required to remove the security code (contact your webmaster or a second employee who is responsible for the maintenance of the site).

no word about the server, only about site settings

as many reviews OO problems with browsers. try to go through the browser which has no plugins, and turn off the firewall and antivirus, they can also block the iframe